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drifts17731780, com.sigma.fs3.argos.domain.gpc.GpcArticlesRev[id=com.sigma.fs3.argos.domain.gpc.GpcArticlesRevPK[ifcactivitat=ARE, ifccomptador=2381]], camposKey:1076-9307 2010-01-01 Improving the term structure of interest rates: Two-factor models275287, com.sigma.fs3.argos.domain.gpc.GpcArticlesRev[id=com.sigma.fs3.argos.domain.gpc.GpcArticlesRevPK[ifcactivitat=ARE, ifccomptador=53597]], camposKey:1756-9850 2009-01-01 A new approach for pricing commodity futures contracts1090, com.sigma.fs3.argos.domain.gpc.GpcArticlesRev[id=com.sigma.fs3.argos.domain.gpc.GpcArticlesRevPK[ifcactivitat=ARE, ifccomptador=2376]], camposKey:0378-4266 2008-04-01 Modelling the term structure of interest rates: An efficient nonparametric approach614623, com.sigma.fs3.argos.domain.gpc.GpcArticlesRev[id=com.sigma.fs3.argos.domain.gpc.GpcArticlesRevPK[ifcactivitat=ARE, ifccomptador=20407]], camposKey:1669-1830 2006-01-01 Eficiencia de un método en diferencias finitas en la valoración de derivados de los tipos de interés125, com.sigma.fs3.argos.domain.gpc.GpcArticlesRev[id=com.sigma.fs3.argos.domain.gpc.GpcArticlesRevPK[ifcactivitat=ARE, ifccomptador=20408]], camposKey:0213-7569 2006-01-01 Estimación de la tendencia neutral al riesgo de la ETTI utilizando Wavelets167186][CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=17060]},camposKey: 397 401 Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility 978-3-319-89824-7Mathematical and Statistical Methods for Actuarial Sciences and Finance 1 2018-01-01 Springer, CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=17064]},camposKey: 161 165 Valuation of commodity derivatives under jump-diffusion processes 978-84-608-5355-8Modelling for Engineering and Human Behaviour 2015 1 2016-01-01 Universidad Politécnica de Valencia, CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=19504]},camposKey: 73 76 Jump-diffusion term structure models: some results 978-84-695-9340-0MODELLING FOR ENGINEERING, & HUMAN BEHAVIOUR 2013 1 2013-01-01 Instituto Universitario de Matemática Multidisciplinar (Universidad Politécnica de Valencia), CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=19503]},camposKey: 100 103 Numerical approximation of the term structure models with different risk-neutral drifts 978-84-693-9537-0MODELLING FOR ADDICTIVE BEHAVIOUR, MEDICINE AND ENGINEERING 2010 1 2010-01-01 Instituto de Matemática Multidisciplinar (Universidad Politécnica de Valencia), CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=7504]},camposKey: 289 306 Comparación de un modelo multifactorial de la ETTI: paramétrico versus no paramétrico 978-84-96477-93-3Organización de empresas para ingeniería civil: teoría y práctica 1 2007-01-01 Asociación Española de Economía Aplicada, ASEPELT, CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=7505]},camposKey: 777 796 Estructura temporal de los tipos de interés: incorporación del tiempo en el precio del riesgo de mercado 8483733102Matemática financiera y actuarial 1 2001-01-01 Universidad del País Vasco/Euskal Herriko Unibertsitatea , CapitolsLlib{id=com.sigma.fs3.argos.domain.gpc.GpcCapitolsLlibPK[ifcactivitat=CAP, ifccomptador=8565]},camposKey: 187 207 Dinamics of term Structure of Interest Rates. 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